INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
ISIN: XS2928180681
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander4.576511.026
Deutsche Bank AG16.060028.74
Commerzbank AG15.900036.83
UniCredit SpA40.770073.3

STRIKE DATE 15/11/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.24% p.a.
ISIN XS2928180681
NEXT POTENTIAL MATURITY DATE 15/05/2025

    EXPAND CLOSE
    Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
    ISIN: XS2928239917
    STRIKE DATE: 16/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com232.9300238.55
    Microsoft451.5900390.74
    Nvidia Corporation132.0000205.19
    Tesla Inc463.0200406.43

    STRIKE DATE 16/12/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 23.00% p.a.
    ISIN XS2928239917
    NEXT POTENTIAL MATURITY DATE 16/12/2025

    EXPAND CLOSE
    Natixis 3 Year Fixed Income GBP December 2024
    ISIN: XS2736691085
    STRIKE DATE: 11/12/2024
    INDICATIVE PRICE: 98.20%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.20% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,959.35006187.63
    Russell 20002,394.15902943.992
    Nikkei 22539,372.230066020.04

    STRIKE DATE 11/12/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736691085
    NEXT POTENTIAL MATURITY DATE 20/12/2027

    EXPAND CLOSE
    Santander 70-60 Memory Income Autocall Nov 2024 GBP
    ISIN: XS2922141465
    STRIKE DATE: 12/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,744.69006187.63
    SMI11,712.090013708.02
    Nikkei 22539,376.090066020.04
    Russell 20002,391.84802943.992

    STRIKE DATE 12/11/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.00% p.a.
    ISIN XS2922141465
    NEXT POTENTIAL MATURITY DATE 12/11/2025

      EXPAND CLOSE
      Citi 65-60 Memory Income Autocall Nov 2024 USD
      ISIN: XS2907340371
      STRIKE DATE: 12/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,744.69006187.63
      SMI11,712.090013708.02
      Nikkei 22539,376.090066020.04
      Russell 20002,391.84802943.992

      STRIKE DATE 12/11/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.44% p.a.
      ISIN XS2907340371
      NEXT POTENTIAL MATURITY DATE 12/11/2025

        EXPAND CLOSE
        BBVA Memory Knock-Out Autocall Nov 2024 USD
        ISIN: XS2879186661
        STRIKE DATE: 12/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,744.69006187.63
        S&P 5005,983.99007431.46
        Nikkei 22539,376.090066020.04
        FTSE MIB33,607.140051497.21

        STRIKE DATE 12/11/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12.00% p.a.
        ISIN XS2879186661
        NEXT POTENTIAL MATURITY DATE 12/11/2025

          EXPAND CLOSE
          BNP Capital Protected Uncapped Participation Note USD Nov 2024
          ISIN: XS2880922146
          STRIKE DATE: 08/11/2024
          INDICATIVE PRICE: 96.82%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 96.82% (as at 15/06/2026 10:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          BNP Paribas Paribas World Futures RC8 Index225.4888237.3545

          STRIKE DATE 08/11/2024
          RETURN & BARRIERS
          Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
          P.A. RETURN
          ISIN XS2880922146
          NEXT POTENTIAL MATURITY DATE 08/11/2029

          EXPAND CLOSE
          Santander Quad Index Capital Protected Autocall Nov 2024 USD
          ISIN: XS2901358692
          STRIKE DATE: 08/11/2024
          INDICATIVE PRICE: 109.63%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Santander
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 109.63% (as at 15/06/2026 10:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI11,797.720013708.02
          S&P 5005,995.54007431.46
          Nikkei 22539,500.370066020.04
          Eurostoxx 504,802.76006187.63

          STRIKE DATE 08/11/2024
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2901358692
          NEXT POTENTIAL MATURITY DATE 08/11/2027

          EXPAND CLOSE
          Marex US Stocks Defensive Autocall Nov 2024 USD
          ISIN: XS2850806063
          STRIKE DATE: 08/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Marex
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Meta Platform Inc589.3400566.98
          Royal Caribbean Cruise225.2700294.38
          Microsoft422.5400390.74
          Nvidia Corporation147.6300205.19

          STRIKE DATE 08/11/2024
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 18.25% p.a.
          ISIN XS2850806063
          NEXT POTENTIAL MATURITY DATE 08/08/2025

            EXPAND CLOSE
            Natixis 3 Year Fixed Income USD December 2024
            ISIN: XS2736690947
            STRIKE DATE: 11/12/2024
            INDICATIVE PRICE: 98.43%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 98.43% (as at 15/06/2026 10:26 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,959.35006187.63
            Russell 20002,394.15902943.992
            Nikkei 22539,372.230066020.04

            STRIKE DATE 11/12/2024
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736690947
            NEXT POTENTIAL MATURITY DATE 20/12/2027

            EXPAND CLOSE
            Barclays 85-65 Memory Income Autocall GBP December 2024
            ISIN: XS2885763438
            STRIKE DATE: 11/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,959.35006187.63
            Nikkei 22539,372.230066020.04
            Russell 20002,394.15902943.992

            STRIKE DATE 11/12/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN 8.00% p.a.
            ISIN XS2885763438
            NEXT POTENTIAL MATURITY DATE 11/12/2025

            EXPAND CLOSE
            Santander 85-60 Memory Income Autocall GBP December 2024
            ISIN: XS2922138917
            STRIKE DATE: 10/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,951.74006187.63
            FTSE MIB34,524.700051497.21
            Nikkei 22539,367.580066020.04
            S&P 5006,034.91007431.46

            STRIKE DATE 10/12/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.55% Semi-Annual (9.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.10% p.a.
            ISIN XS2922138917
            NEXT POTENTIAL MATURITY DATE 10/12/2025

            EXPAND CLOSE
            Santander 85-60 Memory Income Autocall USD December 2024
            ISIN: XS2922139139
            STRIKE DATE: 10/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,951.74006187.63
            FTSE MIB34,524.700051497.21
            Nikkei 22539,367.580066020.04
            S&P 5006,034.91007431.46

            STRIKE DATE 10/12/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 5.00% Semi-Annual (10.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.00% p.a.
            ISIN XS2922139139
            NEXT POTENTIAL MATURITY DATE 10/12/2025

            EXPAND CLOSE
            Santander 85-60 Memory Income Autocall EUR December 2024
            ISIN: XS2922139055
            STRIKE DATE: 10/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 50XS29221390556187.63
            FTSE MIB34,524.700051497.21
            Nikkei 22539,367.580066020.04
            S&P 5006,034.91007431.46

            STRIKE DATE 10/12/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.20% p.a.
            ISIN XS2922139055
            NEXT POTENTIAL MATURITY DATE 10/12/2025

            EXPAND CLOSE
            BNP Paribas Digi Plus Growth Participation Note Oct 2024 ZAR
            ISIN: ZAE000341301
            STRIKE DATE: 31/10/2024
            INDICATIVE PRICE: 113.22%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY ZAR
            CURRENT PRICE 113.22% (as at 15/06/2026 10:26 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P/ASX 2008,160.02908804.037

            STRIKE DATE 31/10/2024
            RETURN & BARRIERS
            Investment Structure: Digi Plus Growth Participation Maximum Term: 4 years Coupon at Maturity: 45% if at or above initial level and below 45% growth in the underlying Participation: 100% Uncapped Participation anywhere above 45% growth in the underlying Final Barrier: 70% European Barrier
            P.A. RETURN
            ISIN ZAE000341301
            NEXT POTENTIAL MATURITY DATE 01/05/2028

            EXPAND CLOSE
            BNP Paribas 755% Uncapped Participation Growth Note Oct 2024 ZAR
            ISIN: ZAE000338539
            STRIKE DATE: 31/10/2024
            INDICATIVE PRICE: 125.61%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY ZAR
            CURRENT PRICE 125.61% (as at 15/06/2026 10:26 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            BNP Paribas Multi Asset Diversified 5 Index280.2577302.6905

            STRIKE DATE 31/10/2024
            RETURN & BARRIERS
            Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 755% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
            P.A. RETURN
            ISIN ZAE000338539
            NEXT POTENTIAL MATURITY DATE 31/10/2029

            EXPAND CLOSE
            BBVA 85-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2879207251
            STRIKE DATE: 04/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P 5005,712.69007431.46
            FTSE MIB34,540.730051497.21
            HSI20,567.520024718.1
            FTSE 1008,184.240010471.72

            STRIKE DATE 04/11/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 8.40% p.a.
            ISIN XS2879207251
            NEXT POTENTIAL MATURITY DATE 04/11/2025

            EXPAND CLOSE
            Soc-Gen 60-60 Memory Income Autocall November 2024 USD
            ISIN: XS2882005130
            STRIKE DATE: 01/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Apple Inc222.9100291.13
            Nvidia Corporation135.4000205.19
            Amazon.com197.9300238.55
            Microsoft410.3700390.74

            STRIKE DATE 01/11/2024
            RETURN & BARRIERS
            Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.66% Semi-Annual (10.64% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.64% p.a.
            ISIN XS2882005130
            NEXT POTENTIAL MATURITY DATE 03/11/2025

              EXPAND CLOSE
              Morgan Stanley Dual Index Classic Autocall November 2024 GBP
              ISIN: GB00BQRRGF25
              STRIKE DATE: 01/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Morgan Stanley
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,877.75006187.63
              FTSE 1008,177.150010471.72

              STRIKE DATE 01/11/2024
              RETURN & BARRIERS
              Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.86% Semi-Annually (9.72% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
              P.A. RETURN 9.72% p.a.
              ISIN GB00BQRRGF25
              NEXT POTENTIAL MATURITY DATE 03/11/2025

                EXPAND CLOSE
                BBVA 85-60 Memory Income Autocall October 2024 USD
                ISIN: XS2879207178
                STRIKE DATE: 31/10/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Russell 20002,196.65202943.992
                S&P 5005,705.45007431.46
                FTSE MIB34,281.240051497.21
                Nikkei 22539,081.250066020.04

                STRIKE DATE 31/10/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 7.80% p.a.
                ISIN XS2879207178
                NEXT POTENTIAL MATURITY DATE 31/10/2025

                EXPAND CLOSE